-13.4%
FND vs VSXY
+210.1%
-223.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.4% | +2.5% | +9.6% |
| 7D | +12.3% | +14.2% | -1.9% | +10.2% |
| 30D | +14.7% | +21.9% | -7.1% | +11.3% |
| 3M | -12.0% | +22.1% | -34.1% | -15.0% |
| 6M | +10.8% | +116.7% | -105.9% | -5.1% |
| YTD | -12.3% | +101.1% | -113.4% | -23.3% |
| 1Y | -13.4% | +208.0% | -221.4% | -30.9% |
| All | -13.4% | +210.1% | -223.5% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling